-35.6%
ELAN vs CFG
+142.6%
-178.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.1% | +0.8% |
| 7D | -5.4% | -0.4% | -5.0% | -5.2% |
| 30D | +4.7% | -4.6% | +9.3% | +6.8% |
| 3M | -3.7% | +6.7% | -10.3% | -6.7% |
| 6M | -1.2% | +22.1% | -23.3% | -9.7% |
| YTD | +2.4% | +23.2% | -20.8% | -7.0% |
| 1Y | +23.4% | +40.3% | -16.9% | +5.4% |
| 3Y | +96.7% | +187.9% | -91.2% | +20.3% |
| 5Y | -30.6% | +102.0% | -132.5% | -52.4% |
| All | -35.6% | +142.6% | -178.2% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling